Drift to infinity and the strong law for subordinated random walks and Lévy processes

DOI10.1007/s10959-005-3507-8zbMath1075.60044OpenAlexW2037848481MaRDI QIDQ1780929

Ross A. Maller, K. Bruce Erickson

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-3507-8

zbMATH Keywords

random sumsubordinated process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (3)

Exponential functionals of Markov additive processes ⋮ Probability and algorithmics: a focus on some recent developments ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions

Cites Work

• Unnamed Item
• Stability and other limit laws for exit times of random walks from a strip or a halfplane
• Stability and attraction to normality for Lévy processes at zero and at infinity
• Stochastic bounds for Lévy processes.
• Two renewal theorems for general random walks tending to infinity
• A note on the strong law of large numbers
• The Limit Points of a Normalized Random Walk

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